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NEED INPUT: my broker fills are outside range of bar. any ideas? (e-mini futures)



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Hello List!

After checking my trades in the ES and NQ, I found several entries and
exits that are outside the range of the bar in which the trade
occurred.  Am I getting screwed?  Any ideas on what's going on?  I'm
using Interactive Broker, and supposedly they are bringing in a live
bid ask from the CME.  I'm using e-signal for data.

Thanks for the input.